Where is the SQLEXPRESS Instance, really :-)

A bit of "invisible" history: one hour ago, I sent a message with following question directly to Kristof (using his link at his SQL Express blog at .NET Framework 4 now supports LocalDB! - a great article by the way):
      I am trying to learn the new Enterprise Framework (EF) CodeFirst approach, where all examples expect me      to run SQLEXPRESS. However, I am doing this work on a Windows 2008 Server that has already SQL Server 2008 R2       installed - so I had to also install the SQLEXPRESS R2.
  &nbs ...